+540.8%
COHR vs SN
+476.8%
+64.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.9% | +2.0% |
| 7D | +13.0% | -3.4% | +16.4% | +14.6% |
| 30D | -6.7% | -9.1% | +2.4% | -3.1% |
| 3M | -14.7% | +31.8% | -46.5% | -25.5% |
| 6M | +20.3% | +52.0% | -31.8% | -3.0% |
| YTD | +64.4% | +51.3% | +13.1% | +32.3% |
| 1Y | +205.9% | +46.9% | +159.0% | +147.8% |
| 3Y | +814.1% | +394.9% | +419.2% | +546.9% |
| All | +540.8% | +476.8% | +64.0% | +345.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling